ValueExplorer.com - Simply the Web's Best Fundamental Stock Screens and Analysis

ValueExplorer.com - Simply the Web's Best Fundamental Stock Screens and Analysis

Value Explorer

ValueExplorer.com - Simply The Web's Best Stock Screens

IRM Index Market Timing:

The ValueExplorer.com Investment Risk Monitor (IRM) Index is a daily measure of U.S. economic activity. The IRM Index combines corporate default risks, bond yields, commodity prices, and economic activity data into a normalized index. The values of this index are Z-scores, which represent the number of standard deviations that current conditions lie above or below the average of a rolling 5 year period. IRM index levels above zero stand for economic expansion and levels below zero stand for economic contraction. (Enlarge on Click)

Long/Short S&P Portfolio:

Portfolio performance of a Long/Short S&P500 strategy based on the IRM economic conditions index. The IRM is an index based purely on fundamental data and is constructed using daily corporate default risks, government bond yields, metal prices, and economic surprises. (Enlarge on Click)

Coppock Indicator:

The Coppock Indicator is a momentum oscillator that is designed for long term investors to begin accumulation at the beginning of a bull market. It has proven to be very robust at discriminating between bear market rallies and true bottoms in the stock market. The Coppock Indicator signals the beginning of a bull market when it turns upwards. This signal is usually after the first leg of a bull market is underway, thus it’s highly reliable. (Enlarge on Click)

Shiller PE:

Shiller PE is a price earnings ratio based on average inflation-adjusted earnings from the previous 10 years. Similar to Graham's valuation approach the averaging of profits over an extended period smoothes out the effects of the economic cycle. Data courtesy of Robert Shiller, Yale Department of Economics. (Enlarge on Click)

Welcome to ValueExplorer.com!
Who thought valuing stocks could be so easy? Fundamental fair value analysis based on Graham & Dodd and Joel Greenblatt. Stocks screens based on key metrics including margin of safety and intrinsic value. Minimum variance portfolio optimization. Market timing based upon the IRM Economic Activity Index.

trennlinie
Recommended News Links: